On the minimum of several random variables

DOI10.1090/S0002-9939-06-08453-XzbMATH Open1107.60009OpenAlexW1603355531MaRDI QIDQ3419953FDOQ3419953

Authors: Elisabeth M. Werner, Yehoram Gordon, Alexander E. Litvak, Carsten Schütt 

Publication date: 1 February 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-06-08453-x

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zbMATH Keywords

momentsnormal distributionorder statisticsexponential distributionexpectations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cites Work

• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
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• Relations, bounds and approximations for order statistics
• Order Statistics
• Some combinatorial and probabilistic inequalities and their application to Banach space theory II
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• Geometry of spaces between polytopes and related zonotopes
• Minima of sequences of Gaussian random variables
• Orlicz norms of sequences of random variables
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Cited In (22)

• Time-like Graphical Models
• Discrepancy, chaining and subgaussian processes
• On the isotropic constant of random polytopes
• Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis
• Restoration of the distribution from the mean values of the minima of a random number of random variables
• Two-Sided Estimates for Order Statistics of Log-Concave Random Vectors
• In memory of Wenbo V. Li's contributions
• Uniform estimates for order statistics and Orlicz functions
• Randomized large distortion dimension reduction
• Distributions of the minimum and the maximum of a random number of random variables
• The minimum of the expected value of the product of three random variables in the Fréchet class
• Average best \(m\)-term approximation
• A strong restricted isometry property, with an application to phaseless compressed sensing
• Minima of sequences of Gaussian random variables
• Robustness properties of dimensionality reduction with Gaussian random matrices
• Gaussian averages of interpolated bodies and applications to approximate reconstruction
• Estimating averages of order statistics of bivariate functions
• On mean estimation for heteroscedastic random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• AdaBoost and robust one-bit compressed sensing
• Estimates for order statistics in terms of quantiles

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